+49.0%
PEG vs S
-49.1%
+98.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +2.6% | +1.4% | +1.2% | +2.5% |
| 30D | +3.3% | -10.8% | +14.1% | +3.4% |
| 3M | +1.1% | +5.4% | -4.3% | +1.0% |
| 6M | -1.4% | +41.2% | -42.7% | -2.0% |
| YTD | -4.6% | +56.2% | -60.8% | -5.4% |
| 1Y | -7.2% | +36.3% | -43.5% | -7.7% |
| 3Y | +33.7% | +49.4% | -15.7% | +32.3% |
| 5Y | +40.8% | -66.9% | +107.7% | +36.2% |
| All | +49.0% | -49.1% | +98.1% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling